Note which kernel in the list you want to install. It has a number like this next to it: [x]. More than likely x = 2 [2]. Now use this number in the following command, in order to set the symlink to the new version of the kernel:

# eselect kernel set x

# zcat /proc/config.gz > /usr/src/config

Note 2: If you are just making some changes to the same version of kernel and rebuilding it then using the zcat command is probably appropriate. However if you are upgrading or downgrading to a different version of kernel then the zcat command is probably not appropriate. See WARNING No. 1 at the end of this article for what to do in the latter case.